Trading Metrics calculated at close of trading on 08-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
20,419.25 |
20,591.50 |
172.25 |
0.8% |
19,970.00 |
High |
20,639.50 |
20,688.00 |
48.50 |
0.2% |
20,639.50 |
Low |
20,361.00 |
20,579.25 |
218.25 |
1.1% |
19,811.75 |
Close |
20,620.75 |
20,659.75 |
39.00 |
0.2% |
20,620.75 |
Range |
278.50 |
108.75 |
-169.75 |
-61.0% |
827.75 |
ATR |
263.60 |
252.54 |
-11.06 |
-4.2% |
0.00 |
Volume |
600,207 |
497,107 |
-103,100 |
-17.2% |
2,256,154 |
|
Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,968.50 |
20,923.00 |
20,719.50 |
|
R3 |
20,859.75 |
20,814.25 |
20,689.75 |
|
R2 |
20,751.00 |
20,751.00 |
20,679.75 |
|
R1 |
20,705.50 |
20,705.50 |
20,669.75 |
20,728.25 |
PP |
20,642.25 |
20,642.25 |
20,642.25 |
20,653.75 |
S1 |
20,596.75 |
20,596.75 |
20,649.75 |
20,619.50 |
S2 |
20,533.50 |
20,533.50 |
20,639.75 |
|
S3 |
20,424.75 |
20,488.00 |
20,629.75 |
|
S4 |
20,316.00 |
20,379.25 |
20,600.00 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,840.50 |
22,558.50 |
21,076.00 |
|
R3 |
22,012.75 |
21,730.75 |
20,848.50 |
|
R2 |
21,185.00 |
21,185.00 |
20,772.50 |
|
R1 |
20,903.00 |
20,903.00 |
20,696.75 |
21,044.00 |
PP |
20,357.25 |
20,357.25 |
20,357.25 |
20,428.00 |
S1 |
20,075.25 |
20,075.25 |
20,544.75 |
20,216.25 |
S2 |
19,529.50 |
19,529.50 |
20,469.00 |
|
S3 |
18,701.75 |
19,247.50 |
20,393.00 |
|
S4 |
17,874.00 |
18,419.75 |
20,165.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,688.00 |
19,811.75 |
876.25 |
4.2% |
245.75 |
1.2% |
97% |
True |
False |
550,652 |
10 |
20,688.00 |
19,726.00 |
962.00 |
4.7% |
256.50 |
1.2% |
97% |
True |
False |
594,182 |
20 |
20,688.00 |
19,189.75 |
1,498.25 |
7.3% |
253.00 |
1.2% |
98% |
True |
False |
452,472 |
40 |
20,688.00 |
18,328.75 |
2,359.25 |
11.4% |
237.75 |
1.2% |
99% |
True |
False |
227,185 |
60 |
20,688.00 |
17,333.50 |
3,354.50 |
16.2% |
266.50 |
1.3% |
99% |
True |
False |
151,803 |
80 |
20,688.00 |
17,333.50 |
3,354.50 |
16.2% |
262.00 |
1.3% |
99% |
True |
False |
114,005 |
100 |
20,688.00 |
17,333.50 |
3,354.50 |
16.2% |
260.50 |
1.3% |
99% |
True |
False |
91,221 |
120 |
20,688.00 |
17,093.00 |
3,595.00 |
17.4% |
250.75 |
1.2% |
99% |
True |
False |
76,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,150.25 |
2.618 |
20,972.75 |
1.618 |
20,864.00 |
1.000 |
20,796.75 |
0.618 |
20,755.25 |
HIGH |
20,688.00 |
0.618 |
20,646.50 |
0.500 |
20,633.50 |
0.382 |
20,620.75 |
LOW |
20,579.25 |
0.618 |
20,512.00 |
1.000 |
20,470.50 |
1.618 |
20,403.25 |
2.618 |
20,294.50 |
4.250 |
20,117.00 |
|
|
Fisher Pivots for day following 08-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,651.00 |
20,588.75 |
PP |
20,642.25 |
20,517.50 |
S1 |
20,633.50 |
20,446.50 |
|